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Modeless CMFCPropertySheet Not Being Cleaned On App Exit.

I have a Modeless CMFCPropertySheet created and opened from the main frame. if I open the Modeless CMFCPropertySheet and close it then it's fine all the cleanup is performed through the destructor and the this pointer gets deleted. If I exit the app while the Modeless CMFCPropertySheet is open then the Modeless CMFCPropertySheet gets destroyed but the cleanup is not performed resulting in memory leaks for the pages. How can I make sure the cleanup is performed in that given scenario?